+33.3%
ACI vs FDS
+5.3%
+27.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | +2.3% | +1.5% | +0.8% | +2.0% |
| 30D | +1.2% | +14.8% | -13.6% | -1.1% |
| 3M | +6.8% | +16.3% | -9.5% | +3.9% |
| 6M | -18.7% | +66.2% | -85.0% | -25.6% |
| YTD | -20.2% | +16.2% | -36.5% | -22.4% |
| 1Y | -23.7% | +21.8% | -45.6% | -26.7% |
| 3Y | -31.6% | -23.9% | -7.8% | -28.4% |
| 5Y | -42.8% | -23.1% | -19.7% | -41.9% |
| All | +33.3% | +5.3% | +27.9% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FDS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling